Copilot for individuals stores code snippets by default according to their TOS. Sure, you can probably find a way to opt out of that somewhere as well, but you'd have to read the TOS for every plugin and service you use, find the opt-out links and make sure you don't opt-in again via some other route (such as not Copilot but ChatGPT proper or some other Github, VSCode or some other plugin or service button or knob).